Rigid body physics problem even a torus acts like it had no hole in it
By default the shape of rigid body collisions is set to 'Convex Hull', if you want the the collision shapes to include holes you need to set the collision shape to 'Mesh':



However like it is indicated in the comments, if you need objects constrained to each other you should use Rigid Body Constraints, otherwise you might not be able to get a smooth simulation without errors.